Loading…
Local Variance Estimation for Uncensored and Censored Observations
Paola Gloria Ferrario develops and investigates several methods of nonparametric local variance estimation. The first two methods use regression estimations (plug-in), achieving least squares estimates as well as local averaging estimates (partitioning or kernel type). Furthermore, the author uses a...
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg,
2013.
|
| Edition: | 1st ed. 2013. |
| Subjects: | |
| Online Access: | Texto Completo |
Table of Contents:
- Least Squares Estimation of the Local Variance via Plug-In.- Local Averaging Estimation of the Local Variance via Plug-In
- Partitioning Estimation of the Local Variance via Nearest Neighbors
- Estimation of the Local Variance under Censored Observations.